//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
~person:"An, Yunbi"
~person:"Gatfaoui, Hayette"
~person:"Hammoudeh, Shawkat"
~person:"Siu, Tak Kuen"
~subject:"Portfolio-Management"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
International Capital Flows
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Portfolio selection
10
Theorie
5
Theory
5
Aktienmarkt
3
Börsenkurs
3
Risikomaß
3
Risk measure
3
Share price
3
Stock market
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
CAPM
2
Capital income
2
Correlation
2
Dynamic programming principle
2
Estimation
2
Kapitaleinkommen
2
Korrelation
2
Markov chain
2
Markov-Kette
2
Risikomanagement
2
Risk management
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Agency theory
1
Anlageverhalten
1
Ansteckungseffekt
1
Arabische Golf-Staaten
1
Asset pricing
1
Behavioural finance
1
Beta risk
1
Betafaktor
1
CDS
1
Cointegration
1
Commodity markets
1
Conditional correlation
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
An, Yunbi
Gatfaoui, Hayette
Hammoudeh, Shawkat
Siu, Tak Kuen
Yang, Chunpeng
8
Prigent, Jean-Luc
5
Nguyen, Duc Khuong
4
Yao, Haixiang
4
Jawadi, Fredj
3
Sheng, Jiliang
3
Umar, Zaghum
3
Wu, Huiling
3
Yang, Jun
3
Zeng, Yan
3
Zhang, Rengui
3
Arouri, Mohamed
2
Bahaji, Hamza
2
Bouri, Elie
2
Charfeddine, Lanouar
2
Chen, Shumin
2
Du, Jiangze
2
Huang, Xiaoxia
2
Jiang, Cuixia
2
Lahiani, Amine
2
Li, Jinfang
2
Ma, Guiyuan
2
Maurer, Frantz
2
Roubaud, David
2
Sha, Yezhou
2
Siu, Chi Chung
2
Su, Xiaoshan
2
Uddin, Mohammed Gazi Salah
2
Vidal, Marta
2
Vidal-García, Javier
2
Wen, Xiaoqian
2
Xu, Qifa
2
Yu, Keming
2
Zaremba, Adam
2
Zhang, Wei-guo
2
Zhang, Weiguo
2
more ...
less ...
Published in...
All
Economic modelling
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
4
Econometric Institute research papers
4
Energy economics
4
Annals of operations research
3
Emerging markets review
3
Journal of banking & finance
3
Journal of international financial markets, institutions & money
3
Working paper
3
IMA journal of management mathematics
2
International review of financial analysis
2
Investment management and financial innovations
2
Pacific-Basin finance journal
2
Research in international business and finance
2
Asia-Pacific financial markets
1
Asset allocation and international investments
1
China finance review international
1
European journal of operational research : EJOR
1
Finance research letters
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
Investment Management and Financial Innovations
1
Journal of international money and finance
1
Journal of management science and engineering
1
Journal of mathematical finance
1
Journal of risk and financial management : JRFM
1
Mathematical methods of operations research
1
Mathematical methods of operations research : ZOR
1
Operations research letters
1
Quantitative finance
1
Risk and decision analysis
1
Risks : open access journal
1
The journal of asset management
1
The journal of credit risk : published quarterly by Incisive Media
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The world economy : the leading journal on international economic relations
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic asset pricing in delegated investment : an investigation from the perspective of heterogeneous beliefs of institutional and retail investors
Sheng, Jiliang
;
Xu, Si
;
An, Yunbi
;
Yang, Jun
- In:
Economic modelling
107
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013367483
Saved in:
2
On mean-variance portfolio selection under a hidden Markovian regime-switching model
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alex
- In:
Economic modelling
27
(
2010
)
3
,
pp. 678-686
Persistent link: https://www.econbiz.de/10003995557
Saved in:
3
Asset allocation under stochastic interest rate with regime switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1126-1136
Persistent link: https://www.econbiz.de/10009667429
Saved in:
4
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
5
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
6
Factor tracking : a new smart beta strategy that outperforms naïve diversification
Jiang, Chonghui
;
Du, Jiangze
;
An, Yunbi
;
Zhang, Jinqing
- In:
Economic modelling
96
(
2021
),
pp. 396-408
Persistent link: https://www.econbiz.de/10012745446
Saved in:
7
Optimal reinsurance policies with two reinsurers in continuous time
Meng, Hui
;
Zhou, Ming
;
Siu, Tak Kuen
- In:
Economic modelling
59
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011647797
Saved in:
8
Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Economic modelling
66
(
2017
),
pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
Saved in:
9
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
10
Extracting portfolio management strategies from volatility transmission models in regime-changing environments : evidence from GCC and global markets
Khalifa, Ahmed A. A.
;
Hammoudeh, Shawkat
;
Otranto, Edoardo
- In:
Economic modelling
41
(
2014
),
pp. 365-374
Persistent link: https://www.econbiz.de/10010440698
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->